凸区域上反射随机偏微分方程系统的广义解(英文)

Generalized Solutions for Systems of Reflected Stochastic PDEs in a Convex Domain

本文利用分析方法研究了一类取值于K维空间凸区域的非线性随机偏微分方程的反射问题.证明了一类广义解的存在性,采用的主要方法是求取一列被惩罚的随机偏微分方程的极限.

This paper studies systems of quasilinear reflected stochastic partial differential equations(SPDE for short) in a convex domain in R^K by analytic approach. Existence of a generalized solution is obtained. The method is based on approximation of the penalized systems of SPDEs.